Annual report pursuant to Section 13 and 15(d)

Warrant Liabilities (Details)

v3.10.0.1
Warrant Liabilities (Details) - Warrant [Member]
Sep. 30, 2018
$ / shares
Oct. 01, 2017
$ / shares
Oct. 02, 2016
$ / shares
 [2]
Aug. 26, 2016
$ / shares
Warrant Expiration Date [1] Aug. 26, 2021 Aug. 26, 2021   Aug. 26, 2021
Time to Maturity (Years) 2 years 10 months 24 days      
Calculated fair value per share $ 0.82 $ 0.87 [2] $ 0.76 $ 0.93 [1]
Excise Price [Member]        
Fair value measurement input [1] 1.5 1.5   1.5
Time to Maturity (Years) [Member]        
Time to Maturity (Years) 2 years 10 months 24 days 3 years 10 months 24 days   5 years [1]
Volatility (Annual) [Member]        
Fair value measurement input [3] 0.6405 1.7936   2.4644 [1]
Stock Price [Member]        
Fair value measurement input [4] 1.71 0.98   0.95 [1]
Interest Rate (Annual) [Member]        
Fair value measurement input [5] 0.0288 0.0162   0.0123 [1]
[1] Based on the terms provided in the warrant agreement to purchase common stock of Optex Systems Holdings, Inc. dated August 26, 2016.
[2] Correction to Additional Paid in Capital and Warrant Liability for 197,935 outstanding warrants issued to underwriters on August 26, 2016. Total warrants were incorrectly reflected as 4,125,200 and should have been 4,323,135.
[3] Based on the historical daily volatility of Optex Systems Holdings, Inc. as of August 26, 2016 and each presented period ending date.
[4] Based on the trading value of common stock of Optex Systems Holdings, Inc. as of August 26, 2016 and each presented period ending date.
[5] Interest rate for U.S. Treasury Bonds, as of August 26, 2016 and each presented period ending date, as published by the U.S. Federal Reserve.